scientific article; zbMATH DE number 806892

zbMATH Open0828.62081MaRDI QIDQ4850708FDOQ4850708

Authors: K. J. Raman, T. M. Durairajan 

Publication date: 2 January 1996

Title of this publication is not available (Why is that?)

Recommendations

• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
• The Class of Models for Which the Durbin-Watson Test is Locally Optimal
• On the power of invariant tests for hypotheses on a covariance matrix
• Improved inference for first-order autocorrelation using likelihood analysis
• A point optimal test for autoregressive disturbances

zbMATH Keywords

moving average processmaximal invariantDurbin-Watson testlocally most powerful invariant testautoregressive process of order onetesting for zero autocorrelation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) Generalized linear models (logistic models) (62J12)

Cited In (3)

• TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE
• A Cauchy estimator test for autocorrelation
• On the power of invariant tests for hypotheses on a covariance matrix

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